Anic Equity¶

Anic Portfolio¶

Today¶

Return: 0.522 %¶

This Week¶

Return: -0.482 %¶

Total¶

Return: 56.099 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.000000 2789.500000 153.500000 5.820000 2636.000010
Beijer Electronics Group 26 -0.990000 3109.600000 138.600000 4.670000 2971.000006
HMS Networks 2 11.860000 773.600000 100.600000 14.950000 673.000000
FM Mattsson Mora Group B 50 0.000000 3010.000000 83.000000 2.840000 2927.000000
Corem Property Group B 59 0.670000 621.270000 44.270000 7.670000 576.999999
Samhällsbyggnadsbo. i Norden B 20 1.050000 396.100000 41.100000 11.580000 355.000000
MedCap 2 0.000000 461.000000 40.000000 9.500000 421.000000
Intrum 4 5.660000 560.200000 33.200000 6.300000 527.000000
AcadeMedia 12 0.780000 590.160000 33.160000 5.950000 557.000004
Resurs Holding 22 0.580000 605.440000 31.440000 5.480000 573.999998
Nordea Bank Abp 29 0.230000 3477.100000 23.100000 0.670000 3453.999992
Swedbank A 3 0.080000 580.200000 16.200000 2.870000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
SAAB B 8 -0.520000 3390.400000 13.400000 0.400000 3377.000000
Securitas B 6 0.480000 581.520000 11.520000 2.020000 570.000000
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Boozt 12 -0.220000 1664.400000 10.400000 0.630000 1653.999996
OEM International B 7 -0.130000 536.900000 8.900000 1.690000 527.999997
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Norva24 Group 16 0.000000 546.240000 3.240000 0.600000 543.000000
Samhällsbyggnadsbo. i Norden D 12 0.580000 249.120000 3.120000 1.270000 246.000000
Coor Service Management Hold. 8 -0.150000 534.400000 2.400000 0.450000 532.000000
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Essity B 2 2.580000 573.600000 -0.400000 -0.070000 574.000000
Essity A 4 2.680000 1148.000000 -1.000000 -0.090000 1149.000000
CTEK 13 0.070000 529.490000 -4.510000 -0.840000 533.999999
Handelsbanken A 5 -0.190000 538.750000 -7.250000 -1.330000 546.000000
Midsona B 63 -0.110000 560.700000 -22.300000 -3.830000 582.999984
International Petroleum Corp. 5 0.180000 553.500000 -41.070000 -6.910000 594.565215
Vivesto 1368 4.560000 557.870000 -55.130000 -8.990000 612.999432
Sampo Oyj SDB 7 -1.010000 3776.500000 -73.500000 -1.910000 3850.000000
Fasadgruppen Group 35 0.390000 3647.000000 -164.000000 -4.300000 3810.999990
OX2 18 -0.380000 1397.700000 -266.300000 -16.000000 1663.999992
Axfood 13 -2.690000 3480.100000 -275.900000 -7.350000 3756.000001
Ovzon 52 3.200000 2849.600000 -512.400000 -15.240000 3361.999992
TOTAL 46287.060000 -601.510000 -1.94911% 46888.564618

Updated:¶

'2023-01-26 09:04:07.259040'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶